Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.718 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52472.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46108.0 Kr¶

PnL: ---------------------------------------> -614.6 Kr¶

DD now: ---------------------------------> -1.219 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:07:23.504184'

Anic Portfolio¶

Today¶

Return: -0.125 %¶

This Week¶

Return: -1.118 %¶

Total portfolio value¶

Return including deposits: 71.783 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 5.560000 4560.300000 240.300000 5.560000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 4.380000 665.910000 26.910000 4.210000 638.999984
NCC B 7 2.820000 663.250000 9.250000 1.410000 653.999997
SynAct Pharma 9 0.700000 649.800000 4.800000 0.740000 645.000003
Nolato B 12 0.560000 649.200000 3.600000 0.560000 645.600000
Eastnine 6 0.180000 660.000000 3.000000 0.460000 657.000000
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
BONESUPPORT HOLDING 10 -0.160000 1223.000000 -1.000000 -0.080000 1224.000000
Addnode Group B 6 -0.160000 748.800000 -1.200000 -0.160000 750.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Addtech B 3 0.090000 697.800000 -2.200000 -0.310000 699.999999
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Investor B 3 -0.390000 652.950000 -2.550000 -0.390000 655.500000
Embracer Group B 26 1.360000 658.970000 -3.030000 -0.460000 661.999988
Latour B 2 0.090000 445.800000 -3.200000 -0.710000 449.000000
Biotage 4 -0.730000 599.600000 -3.400000 -0.560000 603.000000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.460000 1307.000000 -13.000000 -0.980000 1320.000000
Fortnox 10 -0.890000 649.200000 -18.800000 -2.810000 668.000000
Lime Technologies 2 4.590000 570.000000 -23.000000 -3.880000 593.000000
Vitrolife 3 -1.190000 645.600000 -31.400000 -4.640000 677.000001
Volati 5 0.370000 542.000000 -32.000000 -5.570000 574.000000
Xvivo Perfusion 3 -2.190000 805.500000 -39.500000 -4.670000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Creades A 7 -8.510000 560.350000 -50.650000 -8.290000 610.999998
Investor A 16 -0.500000 3486.400000 -58.600000 -1.650000 3545.000000
Ambea 68 -1.200000 2471.120000 -65.880000 -2.600000 2537.000032
Gaming Innovation Group 161 -0.390000 4121.600000 -66.400000 -1.590000 4187.999942
New Wave B 20 0.470000 3832.000000 -84.000000 -2.150000 3916.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 46108.000000 -614.600000 -1.21874% 46722.599938

Updated:¶

'2023-06-09 16:07:44.590986'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶